Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OVERSTOCK.COM 401(k) PLAN Tactical Asset Allocation Moderate | NA | 0.47% | 1.34% | 2.34% | 3.30% | 4.76% | 5.04% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OVERSTOCK.COM 401(k) PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.38 | 0.47 | 1.34 | 2.34 | 3.30 | 4.76 | 5.04 | … | … | 2.29 | 10.90 | -13.61 | 6.26 | 12.68 | 8.56 | -0.91 | 14.02 | 3.22 | 0.05 | 0.15 | 16.33 | 4.73 | 0.38 | 5.08 | 17.22 | -8.54 | 9.47 | 11.59 | 4.77 | 7.41 | 18.41 | 2.82 | 6.86 |
| Sharpe Ratio | NA | 0.70 | -0.05 | 0.37 | 0.45 | NA | NA | … | … | 0.28 | 0.89 | -1.45 | 0.68 | 1.43 | 1.75 | -0.28 | 2.98 | 0.70 | 0.01 | 0.02 | 2.47 | 0.80 | 0.05 | 0.44 | 2.10 | -2.42 | 0.70 | 1.06 | 0.46 | 0.86 | 3.28 | 0.49 | 1.41 |
| Standard Deviation(%) | NA | 7.47 | 8.98 | 8.27 | 7.09 | NA | NA | … | … | 7.18 | 7.48 | 10.33 | 9.13 | 8.72 | 4.09 | 7.95 | 4.50 | 4.31 | 4.94 | 6.15 | 6.59 | 5.82 | 7.33 | 11.40 | 8.14 | 3.92 | 9.29 | 7.87 | 5.62 | 7.56 | 5.40 | 3.47 | 3.21 |
| Draw Down(%) | NA | 5.89 | 19.30 | 19.30 | 19.30 | NA | NA | … | … | 1.24 | 5.89 | 16.71 | 5.66 | 9.80 | 3.37 | 7.63 | 1.52 | 4.05 | 4.34 | 5.68 | 4.56 | 5.76 | 5.97 | 11.14 | 4.76 | 10.07 | 6.97 | 9.90 | 4.35 | 7.13 | 2.93 | 4.09 | 1.92 |
| Yield(%) | NA | 3.98 | 3.78 | 3.92 | 3.49 | NA | NA | … | … | 0.01 | 4.22 | 1.86 | 5.32 | 6.15 | 2.19 | 1.80 | 3.90 | 3.36 | 2.52 | 3.81 | 2.52 | 2.03 | 3.13 | 2.26 | 2.29 | 2.17 | 6.18 | 6.86 | 3.07 | 2.49 | 4.03 | 2.55 | 5.02 |
Data as of 10/31/2023, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OVERSTOCK.COM 401(k) PLAN Tactical Asset Allocation Moderate |
0.60%
Dec 2020 – Dec 2023 |
1.91%
Sep 2018 – Sep 2023 |
3.30%
Oct 2013 – Oct 2023 |
3.94%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OVERSTOCK.COM 401(k) PLAN Tactical Asset Allocation Moderate |
12.29%
Apr 2003 – Apr 2006 |
11.29%
Oct 2002 – Oct 2007 |
7.58%
Apr 2001 – Apr 2011 |
7.01%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart